I generally agree with sdougla2, although I'd say "Bloodthirsty limits their options unless you use AoE poison effects like Idol of Pestilence." There are certainly exceptions, but generally if you can damage (almost) every creature via the Idol, including the opposing mage, then your zombies have a choice of (almost) any target in their zone and get a damage bonus to boot. But they certainly have their drawbacks: namely Slow/Lumbering and Pest (e.g. can't guard, aside from the [mwcard=DNC22]Brute[/mwcard]).
Skeletons function a lot more like a Warlord's soldiers. In addition to [mwcard=MWSTX2FFJ04]Armory[/mwcard], [mwcard=DNC13]Skeletal Archer[/mwcard]s can work with [mwcard=FWJ02]Archer's Watchtower[/mwcard], although you can't put [mwcard=MW1E21]Hawkeye[/mwcard] on them, unfortunately. And you can use [mwcard=MWSTX2FFI04]Flank Attack[/mwcard] with most Skeletons, too. And instead of Zombie Frenzy, you get [mwcard=DNI03]Reassemble[/mwcard] and [mwcard=DNI05]Unholy Resurgence[/mwcard], which are kind of like the Minor Heal and Renewing Rain (?) for Skeletons, except they also work while [mwcard=MW1J19]Deathlock[/mwcard] is in play. And then you've got [mwcard=DNC07]Mort[/mwcard], who not only keeps your other skeleton creatures reconstructing, but also fixes your [mwcard=DNW02]Wall of Bones[/mwcard] and [mwcard=DNJ01]Altar of Skulls[/mwcard], kind of like having an undead [mwcard=MWSTX2FFC09]Otto Kronig[/mwcard] around.
Personally, I tend to go with Zombies supported by Skeletal Archers because I like the way Zombies work (and how cheap they are), but I'm tempted to try a true army of skeletons.